| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 264.02% | 187.39% |
| Max Drawdown | -17.12% | -44.97% |
| Sharpe | 5.3 | 3.27 |
| Sortino | 17.37 | 6.96 |
| Payoff Ratio | 5.89 | 1.49 |
| Profit Factor | 4.1 | 1.82 |
| Common Sense Ratio | 15.72 | 3.57 |
| CPC Index | 8.15 | 1.45 |
| Tail Ratio | 3.83 | 1.96 |
| Outlier Win Ratio | 4.73 | 4.28 |
| Outlier Loss Ratio | 15.07 | 2.75 |
| Volatility (ann.) | 128.71% | 213.8% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.36 | 1.0 |
| Skew | 2.59 | 1.88 |
| Kurtosis | 9.02 | 8.85 |
| Expected Daily % | 1.67% | 1.36% |
| Expected Monthly % | 4.56% | 3.71% |
| Expected Yearly % | 38.13% | 30.2% |
| Kelly Criterion | 22.52% | 21.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.21% | -16.49% |
| Expected Shortfall (cVaR) | -9.21% | -16.49% |
| Year | 3478962:BTCUSD | 3478962:btcusd:triple_gx:zlema120_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.83 | -15.39 | 0.35 | + |
| 2023 | 156.65 | 136.25 | 0.87 | - |
| 2024 | 133.96 | 98.02 | 0.73 | - |
| 2025 | -14.79 | -8.03 | 0.54 | + |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| MTD | -0.86% | -0.75% |
| 3M | -0.42% | -13.68% |
| 6M | 50.3% | 37.36% |
| YTD | -8.03% | -14.79% |
| 1Y | 104.36% | 34.38% |
| 3Y (ann.) | 57.44% | 44.9% |
| 5Y (ann.) | 57.44% | 44.9% |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Max Drawdown | -17.12% | -44.97% |
| Longest DD Days | 251.0 | 297.0 |
| Avg. Drawdown | -2.38% | -11.83% |
| Avg. Drawdown Days | 40.0 | 67.0 |
| Recovery Factor | 15.43 | 4.17 |
| Ulcer Index | 1.3 | 2.24 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-19 | 2023-02-25 | -17.12 | 251 |
| 2023-12-29 | 2024-07-23 | -12.04 | 207 |
| 2025-01-20 | 2025-03-17 | -8.03 | 56 |
| 2023-07-04 | 2023-09-17 | -4.60 | 75 |
| 2024-08-02 | 2024-08-21 | -1.57 | 19 |
| 2023-09-24 | 2023-11-04 | -0.37 | 41 |
| 2024-10-14 | 2024-10-19 | -0.12 | 5 |
| 2023-06-06 | 2023-06-25 | -0.12 | 19 |
| 2024-10-25 | 2024-10-30 | -0.12 | 5 |
| 2023-11-17 | 2023-11-26 | -0.12 | 9 |
| Metric | 3478962:btcusd:triple_gx:zlema120_50_40 | 3478962:BTCUSD |
|---|---|---|
| Best Day | 33.87% | 58.18% |
| Worst Day | -11.59% | -31.12% |
| Best Week | 33.87% | 58.18% |
| Worst Week | -11.59% | -31.17% |
| Best Month | 33.71% | 58.18% |
| Worst Month | -11.69% | -31.17% |
| Best Year | 136.25% | 156.65% |
| Worst Year | -15.39% | -43.83% |
| Avg. Up Day | 7.42% | 7.55% |
| Avg. Down Day | -1.26% | -5.06% |
| Avg. Up Week | 8.55% | 8.62% |
| Avg. Down Week | -2.06% | -7.9% |
| Avg. Up Month | 12.25% | 12.09% |
| Avg. Down Month | -3.97% | -10.72% |
| Win Days % | 33.77% | 53.25% |
| Win Month % | 55.17% | 62.07% |
| Win Week % | 42.86% | 60.71% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |